Masteries

Offense:
9

Defense:
21

Utility:
0

Ok. Let's first discuss the Mastery Points. 9/21/0 is essential for a build like this. 9 in Offense to get more Magic Pen. because this build is based on survivability and AP. 21 in defense strictly because the item build is based more on getting tons of HP rather than buying items for resistances/armor and the perks from Def. are much better than the low percentage of extra damage the Offense tree gives ya and the utility tree just isnt for this build.

Summore Spells:
Ghost - Ghost is one of my favorite spells. In Sion's case, it helps you get away and if someone is attempting to get away you have the ability to catch up and stun!

Exhaust - I always roll with exhaust. It can save you or help your self/team obtain first blood or any kill at any point in the game.

Havent really tried any other spells because i've had success with these ones. If you have other preferences feel free to do as you please :) IMO summoner spells are based moreso on your own play style.

Runes:
Now on to the Runes. My rune selection is again based on survivability as well as some extra damage for your abilities. The magic pen from runes plus the 15% from masteries is very nice when you start purchases AP items. Dodge is obviously for survivability against AD champions. I chose Magic Resist. per level because at lvl 2 you get Death's Caress which will take care of the low lvl damage that is done and by lvl 6 the magic resist is already caught up with the flat magic resist. runes.

Skills:
Cryptic Gaze is essential to an attempt to get first blood. With the right team an exhaust will be thrown on a specific champion and everyone will attempt to destroy him. Usually they wont be dead before the exhaust wears off which is where your Cryptic Gaze comes into place. Stun and continue the wrecking. And of course, you need to survive therefor, you get Death's Caress at lvl 2. This allows you to be an early game initiator. Continue to lvl up your stun an absorbant shield alternating between the two but before you get your ultimate and every lvl before an ultimate upgrade be sure to lvl up your Enrage skill. Death's Caress, Enrage then stun and Ult. Sure wreckage then your team can handle the rest.

Items: The only thing that needs to be noticed about items is that EVERY item you get has either AP or HP and even better, Both...

Early game:
TRYING FOR FIRST BLOOD - If you really like getting first blood, in this case you cant be afraid to burn both summoner spells. Let your oponents approach the grass and tell a teammate to exhaust someone. Do what you can to damage as much as possible then STUN! Use ur exhaust on one of the other oponents and then initiate ghost and chase down the weakest one. Your stun may be up and if so.. use it. Then badabing! First Blood to you or someone on your team.

Buying a Sapphire Crystal first is completely neccessary. Sion's base mana is very low which makes you able to use your stun only 2 times before being almost out of mana. Health and mana pot for the "oh ****" situations. Catalyst Protector could possibly be a good item for almost every champion. More HP/MP and restores both on lvl up, i dont anyone would complain about that. Catalyst allows you to stay in your lane forever if you play smart and can also be stategically used during combat with another champion. After that work on your boots because speed is sometimes the only thing you have to get away alive. Basically, be smart and continue to lvl up and defend at this point.

Mid game: By now you should have your boots and be on your way to getting your Rod of Ages. Rod of ages has lots of HP/Mana and AP. The awesome part about RoA is that over time, you get more HP/Mana! Since you can survive and still put out decent damage a Majai's Soul Stealer is essential. 1. It gives increased AP 2. The more AP you have the better Death's Caress is. 3. You dont die so the stacks continue to build :) (until 20 stacks that is). After your Majai's work on getting Haunting Guise for (once again) more HP/AP. By this time you should be able to play and be a little more brave. Your Death's Caress is absorbing more and your Cryptic Gaze is hitting like a truck which is why I call this build Sion - AP/Tank. Initiate, survive, stun, wreck!

Late Game: By now you should be pushing and begin to push hard becuase after Haunting Guise the HP/AP begins to grow even more. With Death's Caress on, dont be afraid to Tower dive or even tank a tower if you need to.. Death's Caress at this point will absorb about 3 hits from the tower then afterwards, you have so much HP it barely matters. As far as combat goes, your stun is now hitting like a train and you can absorb some crazy damage and your ultimate just helps with your survivability. Do not be afraid to push!

This build seems to work for me but if you have any suggestions/comments please feel free to share :)